Extended semi A.D and dynamic portfolio selection

zbMATH Open1174.91395MaRDI QIDQ5452902FDOQ5452902

Authors: Fuhua Guo, Feiqi Deng 

Publication date: 4 April 2008

Recommendations

• Dynamic optimal portfolio with maximum absolute deviation model
• scientific article; zbMATH DE number 2009828
• Dynamic portfolio optimization with risk control for absolute deviation model
• scientific article
• Optimal dynamic portfolio selection with earnings-at-risk

zbMATH Keywords

dynamic portfolio selectionsemi A.D

Mathematics Subject Classification ID

Portfolio theory (91G10) Existence of optimal solutions to problems involving randomness (49J55)

Cited In (1)

• Dynamic optimal portfolio with maximum absolute deviation model

This page was built for publication: Extended semi A.D and dynamic portfolio selection

Report a bug (only for logged in users!)Click here to report a bug for this page (MaRDI item Q5452902)